-49.7%
REAL vs SPY
+188.3%
-238.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.3% | -3.7% | -5.2% |
| 7D | +7.2% | -0.9% | +8.1% | +9.4% |
| 30D | +50.2% | -2.4% | +52.5% | +57.8% |
| 3M | +23.3% | -1.2% | +24.5% | +26.2% |
| 6M | +45.9% | +3.3% | +42.6% | +36.2% |
| YTD | -7.8% | +12.3% | -20.1% | -27.2% |
| 1Y | -6.0% | +12.4% | -18.5% | -26.1% |
| 3Y | +599.5% | +78.8% | +520.7% | +114.5% |
| 5Y | -7.4% | +75.2% | -82.6% | -64.3% |
| All | -49.7% | +188.3% | -238.0% | -90.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling